-35.8%
CBRS vs EPAM
+26.6%
-62.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.5% | -3.4% | -5.5% |
| 7D | +15.7% | -0.9% | +16.6% | +15.2% |
| 30D | -11.9% | +18.4% | -30.2% | -4.6% |
| 3M | -16.0% | +19.2% | -35.2% | -2.3% |
| All | -35.8% | +26.6% | -62.4% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded EPAM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · Available span rolling